How do I communicate with my patents that they're not making anything better?

My parents (my mom, specifically) always tell me about what I need to do and what I’m doing wrong. I know that part of it is my fault, that I’m not respecting them as I should, but I don’t know of any way to tell them about my problems because I’m supposed to be the happy-go-lucky Christian kid who has it all together. But I don’t. I’ve been feeling really depressed lately and their probing and advice never does me any good. I want them to listen but I don’t know how to get them to, first. They always expect the best out of me, they expect me to be happy and have no problems other than bad grades and skinned knees. I don’t think they ever expected a kid with an ‘attitude’ problem, even though I’m….what was it? Calling for help. I’m using all the wrong tactics. I need help. Thanks for reading this, I know it’s long.