Just to add a little to what Rhonda said- even though you are using a denim needle, due to the denim fabric and it is a large needle, I think you need to use a needle that is labelled "quilting" needle. I believe you would be better off with a 90/14 quilting needle or the top-stitch needle. If you look on line you can find diagrams of the different needles and how different the shapes are and why one works better than another for different applications.