Ten 1/2-pint canning jars with lids and rings, sterilized in boiling water
On Day 1, in a large nonreactive saucepan, cover the lemon wedges with 2 inches of water (about 8 cups). In another large nonreactive saucepan, cover the orange slices with 2 inches of water (about 8 cups). Let the lemons and oranges stand overnight.
On Day 2, bring the lemon wedges to a boil. Simmer over moderate heat, stirring every 30 minutes, until the lemons are very tender and the liquid is reduced by half, about 2 hours and 15 minutes. Pour the lemon wedges into a fine sieve set over a large heatproof bowl; let cool completely. Wrap the sieve and bowl with plastic and let drain overnight at room temperature; discard the lemon wedges.
Also on Day 2, bring the oranges to a boil and simmer over moderate heat, stirring occasionally, until the oranges are very tender and the liquid is slightly reduced, about 40 minutes. Let stand covered at room temperature overnight.
On Day 3, add the strained lemon-wedge liquid to the oranges in the saucepan along with the sugar and lemon juice and bring to a boil. Simmer over moderate heat, without stirring, until the marmalade darkens slightly, about 30 minutes; skim off any foam as necessary. Test for doneness: Spoon 1 tablespoon of the marmalade onto a chilled plate and refrigerate until it is room temperature, about 3 minutes; the marmalade is ready when it thickens like jelly and a spoon leaves a trail when dragged through it. If not, continue simmering and testing every 10 minutes until it passes the test, up to 1 hour and 30 minutes.
Spoon the marmalade into the canning jars, leaving 1/4 inch of space at the top. Screw on the lids. Using canning tongs, lower the jars into a large pot of boiling water and boil for 15 minutes. Remove the jars with the tongs and let stand until the lids seal (they will look concave). Store the marmalade in a cool, dark place for up to 6 months.