Scrub the oranges well and pick off the small disc at the stalk end. Cut the fruit in half and squeeze out the juice and pips. Quarter the peel and cut away any thick white pith. Shred the peel finely. Cut up the white pith coarsely and tie loosely in a large square of muslin along with the pips. The bag should be loose so that the water will circulate through the pith and pips and extract the pectin.
Place the peel, strained orange and lemon juice, the muslin bag of pith and pips and the water in a preserving pan. Bring to the boil and simmer gently for 1½–2 hours or until the peel is quite tender.
Remove the bag of pith and pips and squeeze it well by pressing between two dinner plates. Add the sugar and stir over low heat to dissolve. Bring to the boil and boil rapidly for a set – about 15–20 minutes.
Draw the pan off the heat. Skim and cool for about 15 minutes. Pour into warm dry jars. Cover with waxed paper circles when hot. Seal when cold.