Wash the oranges and lemon well and then finely chop. If you find any seeds, set them over to the side.
Place the fruit in a medium saucepan along with the water and bring to a simmer over medium heat.
Turn off the heat, cover, and let the mixture sit for 24 hours. (Don’t skimp on the soaking time. It is important for drawing out the pectin from the oranges, softening the rind, and mellowing the bitterness)
The next day, place the saucepan over medium heat and return to a simmer. Let cook, stirring occasionally, for about 20 minutes to an hour, until the mixture is reduced by half.
Add the sugar and stir until dissolved. Turn the heat up to medium-high and simmer rapidly for about 15-20 more minutes, stirring frequently to prevent burning, until thick.
To test for doneness, place a spoonful on a cold plate and place it in the refrigerator for a minute. The marmalade should gel and hold its shape. If it seems runny, continue to cook for a few more minutes and test again until it sets.
Let cool completely, then refrigerate in an airtight container for up to six weeks.