This recipe is a little time-consuming, but it's well worth the wait.
Peel oranges, and cut rind into thin strips. Chop pulp, discarding seeds. Cut lemons into thin slices, discarding seeds.
Combine orange rind, chopped pulp, lemon slices, and 4 cups water in a large Dutch oven; bring to a boil. Reduce heat, and simmer 15 minutes. Remove from heat; cover and chill 8 hours or overnight.
Combine fruit mixture and sugar in a Dutch oven; bring to a boil. Reduce heat, and simmer, stirring occasionally, 1 1/2 hours or until a candy thermometer registers 215°.
Pack hot marmalade into hot sterilized jars, filling to 1/4 inch from top. Remove air bubbles; wipe jar rims. Cover at once with metal lids, and screw on bands.
Process in boiling water bath 5 minutes.