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This is not what I meant, but you can do shading with a curves adjustment layer! In fact, it's my preferred method of shading because you get more natural results. You just add a CAL to the image and clip it. Adjust your curve to the dark side. Select the CAL mask and reverse it. Then use your brush tool set to white to reveal the dark adjustment. You can also do the opposite with highlighting. It's a variation on a non-destructive Dodge & Burn technique. Tom and I discussed this in a thread..........I will see if I can find it.

But for the image above, I just applied a CAL and the used the Brush Tool on a separate layer for the shading.