Hi,
In your calculation of the confidence interval you use 1.96. This would be approximately correct for a large sample size. However, for smaller samples sizes the confidence interval should be calculated using the value from the t-distribution corresponding to the number of degrees of freedom. This will give wider confidence intervals.
For example, for n = 7 (6 degrees of freedom) and alpha = 0.05, the t value is 2.4469. The Excel function to calculate this is =T.INV.2T(0.05,6). If you use that in place in 1.96, you should find you get the confidence interval you were given by JMP.
This article from the Statistics Knowledge Portal and this white paper might be useful resources for you.
I hope that helps.
Phil