There is no much of a difference between terms of performance, we usually recommend JDBC over JNDI because the default Tomcat libraries may not be optimized for Atlassian applications.
Using direct JDBC is the standard method when installing Confluence which also offer you more configuration option regarding the connection pool size and timeout into the <Confluence Home>\confluence.cfg.xml file.
If you are currently setup for JDBC direct, what's the simplest method to switch over to Datasource to utilize the JavaMelody SQL Metrics? Do have to configure the server.xml and confluence.cfg-conf files with the lines for Datasource? I am looking for the simplest answer.
I agree that there is certainly no much of a difference in terms of performance.
But, there are more options (not less) when using the JNDI datasource than when using "JDBC direct".
See the following doc about datasource parameters for recent Tomcat versions, for example about pool sizes and timeouts:
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