Kate,
What version JMP are you running? What platform are you running? If you could share your data set, perhaps we could provide some guidance. You are running some sort of control chart platform, but there are multiple ways to create these charts. If you choose Analyze>Quality and Process>Legacy Control Charts>Xbar, you will get the following screen:
In the Sample Size section, you have 2 options either Sample Grouped by Sample Label (by one of your columns) or select Sample Size Constant and enter the number of observations in a subgroup. If you chose the first option, then subgroups may have unequal values within subgroup and therefore you may get varying control limits. Subgroups should be based on rational hypotheses.
"All models are wrong, some are useful" G.E.P. Box