Using a large pot, combine the apples and water and bring to a boil. Cook until apples are soft, about 10 to 15 minutes. Strain through cheesecloth, reserve the liquid, and discard the remaining pulp.
Combine the orange juice, sugar, water, and pectin in a large copper pot and bring to a boil. Cook the liquid and reduce to 2/3 of the original volume. Add the second addition of sugar and lemon juice and stir until it dissolves. Finally add the sliced oranges and continue to cook until the mixture reaches 225 degrees F, approximately 25 to 30 minutes. Test the consistency by cooling a small portion of the mixture completely.