Soak the agar-agar in the cold water for at least 1 hour, until it has swollen and softened.
Squeeze the juice from the oranges and the lemon, and strain out any seeds.
Pour the warm water into a bowl and stir in the agave nectar until it is completely dissolved.
While the agave nectar dissolves, pour the soaked agar-agar into a saucepan, bring it to a boil over medium heat, and boil for 1–2 minutes, stirring often.
Mix the boiled agar-agar liquid with the agave nectar water and the fresh citrus juice, then pour the mixture into molds.
Leave the jelly to set until firm, about 1 hour at room temperature, then unmold and serve.