With a sharp knife remove the pith and rind from the oranges then cut the fruits into quarters. Slice the orange flesh thinly and place in a deep bowl. Keep the seeds aside. Cut the rind into thin strips and add to the orange flesh. Pour in 500ml water and leave aside, covered, overnight.
Combine the seeds and pith in a piece of muslin, tie up into a bundle and place it in another bowl and leave aside to stand overnight.
Combine the contents of both bowls with the lemon juice and remaining water. Put into a deep saucepan and bring to a boil.
Reduce heat to medium and simmer for 40 minutes, covered, or until the rind is soft.
Remove the muslin bag and add the sugar. Stir gradually over medium heat, without boiling, until the sugar has dissolved.
When sugar has dissolved, bring to the boil for about 15-16 minutes without stirring or until the marmalade jells. Leave aside for 10 minutes, then pour the marmalade straight into hot sterilised jars. Seal when cold.