Cut the oranges in half and scoop out the flesh into a bowl to collect any juice, leaving the pith behind. Keep the shells.
Put the flesh, juice and pips in a food processor and blend until smooth.
Push the purée through a sieve into a large heavy-based saucepan.
Now scoop out as much of the pith from the shells as possible and then slice the rind into very thin strips and add to the pan.
Pour in the lemon juice and water.
Bring to the boil and reduce heat and simmer for 1 to 1 1/2 hours until the rind is very soft and the mixture has reduced by half.
Over a low heat, add the sugar and stir until dissolved. Then boil for about 10 minutes.
After 10 minutes, spoon a little of the marmalade onto a cold plate and place in the fridge. If it sets to a jelly the marmalade is cooked. If not put it back on the stove to cook for a further 5-10 minutes and test again.
Let the marmalade cool slightly, and pour into the sterilized jars.