Place peaches in a heavy enamelized saucepan. Add sugar, chopped orange and juice, and chopped lemon and juice; mix to blend and let stand 1 to 2 hours. Place over low heat and cook until fruit gives off quite a bit of juice.
Bring to a boil, reduce heat, and let simmer, stirring often, until very thick. Stir in pecans and cook 5 minutes longer. Seal in hot sterilized jars.
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