Keep in mind that if you're shooting in Raw, and your camera is set for Auto White Balance, then Lightroom will apply the white balance setting to "as shot" for your images. During the import process, as Lightroom is bringing in the photos, it first displays a temporary thumbnail which is extracted from the raw file. Then, once all the images are imported to the catalog no moved to the disk, Lightroom makes a second pass building real previews according to your settings in the import module, and with your default camera raw settings. The previews are generated by Lightroom directly from the camera raw data, and will almost surely look different from the thumbnails that were created by the camera. You'll see a change in the thumbnails in Grid view as LR updates the previews, and you'll see a progress bar at the top left showing the status of building previews. If you go to the bottom right hand panel in the develop module, in "Camera Calibration," you'll find a setting for "Profile," that controls the interpretation of the raw data. You can change this to a number of other settings depending on your camera, to simulate the look that is generated in camera for different settings (landscape, vivid, neutral, etc.). By experimenting with these settings, you may find one you prefer for your camera, and you can include it as a default as Jim described above. Keep in mind, you'll probably never match the camera exactly. But in my opinion, this is a good thing, and this is why I use Lightroom. The camera's default settings are created in a lab in Japan, and are hard-wired into the camera's circuits. Will they be right for every image? With Lightroom and a raw file, I can make the image look the way I want, based on the real world conditions and my artistic taste; not predetermined in a lab. Also keep in mind that Camera Calibration profile settings are applicable to raw files only; they will not be available for JPG files. The profiles are only used in the interpretation of raw files.
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