Some fruits contain a natural pectin, some posses a great deal of acid and a few have both. Here is a list of fruit that contain pectin and acid (both of which are necessary to make the product gel):
Cranberries, quinces, green apples, blackberries, concord grapes, plums, gooseberries, orange and lemon rind all contain pectin and acid. Peaches, pear, cherries, strawberries, pineapples, and rhubarb contain practically no pectin when ripe, so pectin or some other gel substance must be added. Pears and sweet apples, although high in pectin, contain practically no acid and so require the addition of bottle lemon juice in place of an acid. Some fruit like pear have more pectin in them when not ripe. So when I make pear jam I always use a few pears that are not yet ripe and one granny smith apple. This ensures I do not need extra pectin.
A jelly bag is a convenient tool to use when straining juice to make jelly. If one is not available, a strainer lined with several layers of cheesecloth works well. When using a jelly bag or cheesecloth, it is important to dampen the cloth with warm water and wring it out before squeezing fruit through it. This helps to avoid absorption of juice by the cloth. Squeezing the jelly bag or pushing the fruit through will yield more juice but yields a cloudy product. If you choose to squeeze or push, you might try filtering the juice a second time for a more clear product. After each use, scrupulously clean the jelly bag before storing; any remaining juice or pulp will sour and ruin your jelly bag. Remember to wipe the jar rim with a clean, damp cloth to remove any spilled food which could prevent the jar from sealing.
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