Why is he called "Christ", that is anointed?

Because he is ordained of God the Father, and anointed with the Holy Ghost, (a) to be our chief Prophet and Teacher, (b) who has fully revealed to us the secret counsel and will of God concerning our redemption; (c) and to be our only High Priest, (d) who by the one sacrifice of his body, has redeemed us, (e) and makes continual intercession with the Father for us; (f) and also to be our eternal King, who governs us by his word and Spirit, and who defends and preserves us in that salvation, he has purchased for us. (g)

(a) Ps.45:8 All thy garments smell of myrrh, and aloes, and cassia, out of the ivory palaces, whereby they have made thee glad. Heb.1:9 Thou hast loved righteousness, and hated iniquity; therefore God, even thy God, hath anointed thee with the oil of gladness above thy fellows. Isa.61:1 The Spirit of the Lord GOD is upon me; because the LORD hath anointed me to preach good tidings unto the meek; he hath sent me to bind up the brokenhearted, to proclaim liberty to the captives, and the opening of the prison to them that are bound; Luke 4:18 The Spirit of the Lord is upon me, because he hath anointed me to preach the gospel to the poor; he hath sent me to heal the brokenhearted, to preach deliverance to the captives, and recovering of sight to the blind, to set at liberty them that are bruised, (b) Deut.18:15 The LORD thy God will raise up unto thee a Prophet from the midst of thee, of thy brethren, like unto me; unto him ye shall hearken; Acts 3:22 For Moses truly said unto the fathers, A prophet shall the Lord your God raise up unto you of your brethren, like unto me; him shall ye hear in all things whatsoever he shall say unto you. Acts 7:37 This is that Moses, which said unto the children of Israel, A prophet shall the Lord your God raise up unto you of your brethren, like unto me; him shall ye hear. Isa.55:4 Behold, I have given him for a witness to the people, a leader and commander to the people. (c) John 1:18 No man hath seen God at any time; the only begotten Son, which is in the bosom of the Father, he hath declared him. John 15:15 Henceforth I call you not servants; for the servant knoweth not what his lord doeth: but I have called you friends; for all things that I have heard of my Father I have made known unto you. (d) Ps.110:4 The LORD hath sworn, and will not repent, Thou art a priest for ever after the order of Melchizedek. (e) Heb.10:12 But this man, after he had offered one sacrifice for sins for ever, sat down on the right hand of God; Heb.10:14 For by one offering he hath perfected for ever them that are sanctified. Heb.9:12 Neither by the blood of goats and calves, but by his own blood he entered in once into the holy place, having obtained eternal redemption for us. Heb.9:14 How much more shall the blood of Christ, who through the eternal Spirit offered himself without spot to God, purge your conscience from dead works to serve the living God? Heb.9:28 So Christ was once offered to bear the sins of many; and unto them that look for him shall he appear the second time without sin unto salvation. (f) Rom.8:34 Who is he that condemneth? It is Christ that died, yea rather, that is risen again, who is even at the right hand of God, who also maketh intercession for us. Heb.9:24 For Christ is not entered into the holy places made with hands, which are the figures of the true; but into heaven itself, now to appear in the presence of God for us: 1 John 2:1 My little children, these things write I unto you, that ye sin not. And if any man sin, we have an advocate with the Father, Jesus Christ the righteous: Rom.5:9 Much more then, being now justified by his blood, we shall be saved from wrath through him. Rom.5:10 For if, when we were enemies, we were reconciled to God by the death of his Son, much more, being reconciled, we shall be saved by his life. (g) Ps.2:6 Yet have I set my king upon my holy hill of Zion. Zech.9:9 Rejoice greatly, O daughter of Zion; shout, O daughter of Jerusalem: behold, thy King cometh unto thee: he is just, and having salvation; lowly, and riding upon an ass, and upon a colt the foal of an ass. Matt.21:5 Tell ye the daughter of Sion, Behold, thy King cometh unto thee, meek, and sitting upon an ass, and a colt the foal of an ass. Luke 1:33 And he shall reign over the house of Jacob for ever; and of his kingdom there shall be no end. Matt.28:18 And Jesus came and spake unto them, saying, All power is given unto me in heaven and in earth. John 10:28 And I give unto them eternal life; and they shall never perish, neither shall any man pluck them out of my hand. Rev.12:10 And I heard a loud voice saying in heaven, Now is come salvation, and strength, and the kingdom of our God, and the power of his Christ: for the accuser of our brethren is cast down, which accused them before our God day and night. Rev.12:11 And they overcame him by the blood of the Lamb, and by the word of their testimony; and they loved not their lives unto the death.