Assuming IPv4 ICMP. Ping uses IP for transport. Ping in itself is an "Echo Request", which is a function of the ICMP protocol. The IP Packet will carry the ICMP protocol from end-to-end.
ICMP has a protocol number of 1, so the "Protocol" field in the IPv4 header will contain "1" as a reference to the ICMP payload.
For IPv6, ICMPv6 is used, and the transport will be IPv6.
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