USE AN ND GRAD FILTER
The traditional method of darkening the sky is with an ND graduated filter. ND stands for neutral-density: this means the dark part of the filter doesn’t affect the colours in the scene – it just reduces the brightness.
ND grads are held over the lens (by hand or in a filter holder) and carefully positioned so the gradation between the dark and clear parts is imperceptible in the scene. They’re rectangular in shape and come in different strengths: 1-stop (or 0.3), 2-stop (0.6) or 3-stop (0.9).
Hard and soft grads
How gentle the gradation is between the dark and clear areas on an ND grad can make a difference. It needs to be quite abrupt and harder-edged if you have a flat horizon, but needs to be softer on a broken horizon. If you only buy one type, go soft!