How to change my home screen wallpaper?

So i have an iPhone 4s and i want to set a photo from my camera roll as my home screen wallpaper. I go on photos and click an image and press the icon on the bottom left. It selects it and i press next. I then press use as wallpaper and it suddenly shows it on the lockscreen. But i don't have a choice for making it the home screen wallpaper. I can set apple wallpapers as my home screen background but not images from my camera roll?

Settings
Wallpapers and Brightness
Select Image
Choose as Lock and wall paper
Set.