The painting is Adoration of the Shepherds by the 17th-century master Domenichino.
The painting shows a fairly conventional depiction of this very common scene, with some unusual details. The number of shepherds is rather large at nine, and the pose of the shepherd pointing at the baby Jesus while looking over his shoulder outside the picture space suggests that more are arriving. Or possibly he has seen the approaching Magi, the next arrivals in the traditional narrative...More at Wikipedia, where there is also a gallery of other adoration paintings with bagpipes depicted but not played.
A prominently placed shepherd on the left side of the group is shown playing his bagpipes. Though the shepherds sometimes carry musical instruments, often including pipes, they are less often shown playing them at this solemn moment, as opposed to the earlier scene of the Annunciation to the Shepherds where an angel appears to them with their flocks. If music is shown being performed beside the crib it is more often by angels...
The inclusion of the shepherd's dog, especially right by the crib, is unusual, though the shepherds very often have one in scenes of their annunciation, and sometimes bring a lamb to the crib as a gift; here the dove held by the boy in the foreground is intended to represent a gift. In the 17th century the shepherds often crowd round the crib, as here, and Mary actively displays her child to them. However her gesture of lifting a cloth, revealing a full view of a naked Jesus, including his penis, is unusual in art by this date. In the late medieval period pictures of the infant Jesus often made a point of displaying his genitals for theological reasons*, but in the Counter-Reformation this was discouraged...
*An influential book by Leo Steinberg, The Sexuality of Christ in Renaissance Art and in Modern Oblivion (1983, 2nd edition 1996), explores the explicit depiction of Christ's penis in art, which he argues became a new focus of attention in late medieval art, initially covered only by a transparent veil in the early 14th century, and by the second half of the century completely uncovered, and often being the subject of the gaze or gestures of other figures in the scene. This emphasis is, among other things, a demonstration of Christ's humanity when it appears in depictions of the Madonna and Child and other scenes of Christ's childhood, and also a foreshadowing of Christ's Passion to come in the context of the Circumcision.
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