Halve lemons crosswise and remove seeds. Tie seeds in a cheesecloth bag. Quarter each lemon half, cut out the center membrane, and thinly slice. Combine sliced lemons with bag of seeds and water in a 5-quart non-reactive heavy pot and let stand, covered, at room temperature 24 hours.
Bring lemon mixture to a boil over moderate heat. Reduce heat and add the sugar. Boil, uncovered, stirring occasionally and skimming off any foam, until a candy thermometer reads 226 degrees. If you don't have a candy thermometer you can chill a plate while cooking the marmalade. Test the set by dropping a half teaspoon of hot jam onto the chilled plate. Wait to see if it thickens. The chilled jam should wrinkle when gently pushed with your finger.
Ladle the jam into clean sterilized jars and process following standard canning rules. There are many sources of canning information available online.
If you will be using it soon, the marmalade can be stored in the refrigerator or freezer. If you use glass jars and plan to freeze them, make sure they are freezer safe.