The perceived distance of the camera from the subject of a filmed scene, namely shot scale, is a prominent formal feature of any filmic product, endowed with both stylistic and narrative functions. To measure how shot scale affects both lower and higher complexity responses in viewers, we first investigate how the distribution and rotation of Close, Medium, and Long Shots relate to viewers' rating on film mood, assessed in terms of hedonic tone, energetic arousal, and tense arousal on an extensive set of 50 film clips. Then we examine the effect of shot scale on viewers of violent scenes in terms of narrative engagement and its sub-scales: narrative understanding, attentional focus, emotional engagement, and narrative presence. To enable such analysis, shot scale classification is automatized by means of Convolutional Neural Networks trained on the filmographies by six directors for a total of 120 full-length movies analysed at one frame per second. Based on large corpora, this study provides methods for further investigating the relationship between shot scale and the viewers' emotional involvement. Beyond stylistic analysis, gaining valuable insight into the mechanism of narrative effects of film stories could be useful for purposes such as movie recommendation and film therapy.