The shape characteristic of daily power consumption of consumers can be applied to guide their power consumption behaviors and improve load structures of power system. It is also the basis to obtain the shape characteristic of daily power consumption of a trade and conduct researches in the state estimate of distribution networks etc. Traditional analytical approaches are limited to qualitative analysis with a small coverage only. We propose a model which can perform in-depth analysis of customer power consumption behaviors by data mining through similar sequence analysis to overcome the drawbacks of traditional approaches. The model uses real-time sampling of the energy data of consumers to form the shape characteristic curves. The application and testing of the model under an instance is analyzed in this paper.