I am having the same trouble and have checked all past posts on moderation in the forum.
I updated to WP 3.6. All plug ins are up to date.
I checked comments and author in the screen section option of each post.
Made sure to keep these two options un-checked: admin always approves comment and comment author must have previous comment.
Added allow comments/allow pings to each post.
In Bulk Action, I edited to allow comments.
I even brought the number of allowed links on a comment up to 7.
My comments are still in moderation. Please help with this. Thanks.
My email address is [Redacted]
Here is my website: https://blog.danitaminnis.com/