Electricity on the Polish Power Exchange (TGE) is traded on both the Day-Ahead Market (DAM) and the futures market. On the DAM, sellers and buyers submit bids for next-day energy delivery. The European market has a wide range of suppliers, and energy prices depend on the prices prevailing in other countries. In contrast, the futures market involves trading contracts for future energy deliveries, often scheduled for the following year. This means that producers have to predict the energy production costs many months in advance. This approach changes the perception of electricity as a commodity in the market. There are many factors influencing energy prices on the Polish Power Exchange. The most important include fuel prices, Emissions Trading System emission prices, weather conditions, etc. The aim of this article is to present the results of applying the clustering technique to assess Energy price quotations on the DAM of the TGE from the perspective of a year of stable quotations (2023) and a year of anomalies (2022, caused by Russia’s military aggression against Ukraine). Based on the research conducted, it can be stated that k-means clustering analysis is used in the analysis of the energy market in Poland. For the period from January 1, 2022, to December 31, 2023, the optimal number of clusters was defined as four, which is related to the demand for energy produced from conventional sources. This result is justified by the price formation mechanism on the TGE the so-called Merit Order principle, which considers the impact of renewable energy displacing energy from the most expensive units. Further analysis should focus on other factors affecting energy prices, such as CO2 emission allowance quotations, raw material prices, and weather conditions.