Answer: Citrus trees are sensitive to warm and cold temperatures; if your tree is in a draft or near a heat register, or if there are great swings between day and night temperatures, this can cause the flowers to drop. There's also an issue of pollination. Some trees are self-fertile and others require cross-pollination, which means you'll need a second, different variety of orange tree to make yours develop fruit. Or, you may simply need to "visit" each opened flower with a small brush or cotton swab to transfer pollen. The final consideration is that orange trees can sometimes produce more blossoms than they can support and the flowers are naturally aborted. Hope this sheds some light on the problem!
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