SHOOTING HDR PANORAMAS.

Tips for Shooting HDR Panoramas:

Switch to manual mode.
Select the smallest possible aperture in order to obtain the wider depth of field; you will maintain this selection for all the directions.
Look, through your camera, at an average light area, and adjust the shutter speed according to this area; it will correspond to your middle-range shutter speed.
You can select to use from 1 to n shutter speeds around this average value.
Shoot your pictures with all the selected shutter speeds, in all the directions necessary to create your panorama.

Be careful to shoot all the pictures with the different shutter speeds in a given direction, before rotating your camera for the next series of pictures.

The above method remains valid for cameras that have an automatic « bracketing » mode. (Nikon for example)