Jammyboy what's the recipe you're using?  you need pectin to set, and the pith and seeds contain enough that you shouldn't have a problem getting it to set.  Show us the recipe, we'll probably be able to help.

You do have to cook the seeds/pith for a bit to extract the pectin, you can't just put it in at the end while boiling.  The ingredients look fine, but without the complete instructions, it'll be difficult to say exactly what's going wrong.  I've no idea what jamming sugar is, sorry.  Here's a recipe from Delia Smith that's similar to how I do it:
http://uktv.co.uk/food/recipe/aid/517162

I imagine you could try this and just substitute some of the oranges for other citrus fruit, if you wanted to. Good luck!

There should be enough pectin in that recipe already with the lemons.

Usually a marmalade has the fruit soaking overnight and also soaking the seeds (in a cloth bag) in water overnight. The seeds are then removed. This extracts the pectin.

It could also be that it hasn't reached the right temperature. As it gets close to being ready the bubbles will get small and thick, the fruit will get glossy and any scum will begin to disappear.

Your jam probably won't be as jelly like as the bought stuff, I don't think I've ever made one like that. It will have a looseness to it. Better to be slightly under than to have to slice your jam (i've approached that once because I'd left it on too long).

adlib wrote:

I don't mean to sound sarcastic but........

No, you haven't followed the recipe if it is runny.

Being runny simply means there is too much water. So, the solution is to reduce amount of water by boiling until testing on a cold saucer shows skin forming, then it will set & not be runny.

Simple !

I made grapefruit marmalade this year following the recipe, using a sugar thermometer and it was still not fully set , but the flavour is awsome !

We have noticed that part of the set is making the marmalade depends on the freshness f the oranges.
This year my sister in law made 4 batches of marmalade , the first batch set easily and realy well .
It takes her 2 days to make each batch of marmalade and she makes around 6 jars at a time .
so as you can easily work out batch 4 was made about a week after the first batch.
she noticed that each batch was a bit more awkward to get set and put this down to the oranges ageing.

I know that everywhere has a had a lot of rain this year and I often thing that this also effects the pectin quality of the fruit that gets used for marmalades and jams.