With a still insect, use the aperture size of f/11 or f/16 for a good depth-of-field and shutter speeds of 1/30sec to 1 second for a still insect. One must remember that when photographing insects, control of depth-of-field for sharpness in macro-photography is the main element of such photography.
It is always good to get closer to the insect for a narrow band of focus to isolate the subject from its distracting surroundings. Experiment a bit with the aperture to know what aperture on your camera gives the best effect.
Use a low viewpoint and getting the lens parallel to the body or wings of the still insect allows a wider aperture to be used to create a narrower depth-of-field. A good time to photograph insects is early morning or late afternoon during damp summer.
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