Cut the oranges into thin slices. Remove the pips and tie them in a muslin bag. Place the orange slices in a preserving pan with the apple juice and the pips. Bring to the boil then simmer very gently for 30-40 minutes, or until the orange peel can be pierced easily with a fork. The mixture will be very thick, with little liquid.
Add the jam sugar and stir over a low heat until it has completely dissolved, about 5 minutes. Bring to a good rolling boil then bubble for 4 minutes. Take the pan off the heat and skim any scum from the surface. (To dissolve any excess scum, drop a small knob of butter on to the surface, and gently stir.)
Remove the muslin bag and leave the marmalade to stand in the pan for 15 minutes to cool a little, and to allow the peel to settle; pot in sterilised jars, seal and label.