Slice the orange and lemons in half lengthwise, take the pits out and save to the side.
Place cut side down on counter and cut off the tip of each citrus end.
slice the the oranges and lemons very thin.
Then cut each slice in 3 or 4 pieces and then cut the stacks in 3 to 4 pieces. Ensure that the peel pieces are small and thin.
Place the pits in a little piece of cheese cloth & tie with twine.
Add cut and sliced citrus pieces, seeds in cloth, and 3 cups water to a non reactive pan (no iron or aluminum) and bring to a boil.
Once boiled turn it down to a low simmer and cover. simmer for approximately 30 minutes or until the peels get soft.
While the citrus is simmering, peel and chop pumpkin into 1/2 inch squares about 1/8 of an inch thick. You want about 8 cups of pumpkin once it is chopped.
When the citrus peel is soft remove the pit bag and squeeze out any excess juice into pan.
Keep the heat low, add the 4 cups sugar and let it dissolve slowly. this will take about 5 minutes.
Add the pumpkin and turn up the heat to come to a rapid boil. It will take about 30 minutes to gel.
After about 15 minutes you will want to turn the heat down a bit and to stir often to prevent sticking. You can use the frozen plate method to test the set but you will be able to see when it is thickening quite easily.
Ladle into prepared jars leaving a 1/4" headspace. Process in a boiling water bath for 10 minutes. Adjust time according to your altitude.