Slice off and discard tops and bottoms from oranges and lemon. Peel off and discard skin and pith of 3 of the oranges. Quarter all oranges and lemon lengthwise, then thinly slice into 1/8-inch slices, discarding seeds while slicing. Place all citrus slices in a large bowl and cover with water. Cover and refrigerate for at least 8 hours and up to 24 hours.

Pour orange and lemon slices along with water into a large stainless steel saucepan or Dutch oven. Bring to a boil over high heat. Once boiling, reduce heat to medium and simmer, uncovered, stirring occasionally, for about 45 minutes, skimming any foam that rises to the top during the process.

Inspect four (½-pint) canning jars for cracks and rings for rust, discarding any defective ones. Immerse in simmering water until orange marmalade is ready. Wash new, unused lids and rings in warm soapy water. Place a small plate in the freezer.

Add sugar to orange mixture and bring to a boil over high heat. Cook, stirring occasionally, until liquid is slightly reduced and the thermometer reads 220°F (104°C), about 40-45 minutes.

To test marmalade consistency, remove plate from freezer, spoon marmalade onto it, and return plate to freezer for 1 minute. Check thickness and boil mixture further if required. Repeat until desired consistency is reached.