Try this:
Using the setup from @Maxu
col = 'consumption_energy'
conditions = [ df2[col] >= 400, (df2[col] < 400) & (df2[col]> 200), df2[col] <= 200 ]
choices = [ "high", 'medium', 'low' ]
df2["energy_class"] = np.select(conditions, choices, default=np.nan)
consumption_energy energy_class
0 459 high
1 416 high
2 186 low
3 250 medium
4 411 high
5 210 medium
6 343 medium
7 328 medium
8 208 medium
9 223 medium
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