Slice the oranges in half and squeeze out the juice, remove and keep pips to one side.
Chop the peel into fine shreds and place in a preserving pan with the orange and lemon juice and water.
Tie the pips in muslin and add to th epan. Bring to the boil, then reduce the heat and simmer for 1-1½ hours until the fruit is very soft and the liquid has reduced by half.
Turn the heat down, add the sugar and stir until dissolved. Boil again fro 10 minutes skimming any froth from the top.
Spoon a little marmalade onto a cold plate and put in the fridge for 5 minutes. If it sets to a jelly, it's ready, if not - boil for 5-10 minutes more and test again.