This marmalade can be made with navel or blood oranges, or tangerines.
Rinse oranges under hot water. Quarter oranges lengthwise; slice crosswise as thinly as possible with a sharp knife.
Bring the orange slices, orange and lemon juices, and 6 cups water to a boil in a large nonreactive saucepan over medium-high heat. Reduce heat to medium-low. Simmer until orange peels are translucent and tender, about 1 1/2 hours.
Stir in sugar. Bring mixture to a boil over medium-high heat, stirring constantly, until sugar is dissolved. Continue cooking, stirring often and skimming foam from surface with a slotted spoon, until mixture is set and registers 220 degrees on a candy thermometer, about 15 minutes. (To test if the marmalade has set, place a small amount on a well-chilled plate. Press gently with your finger; marmalade should wrinkle. If it doesn't, continue to simmer, 5 to 10 minutes more. Test again; repeat as needed.)
Let cool, then transfer to an airtight container. (Alternatively, transfer marmalade to sterilized canning jars and process according to the jar manufacturer's instructions.)
Marmalade can be refrigerated up to 1 month.