no grade notification to students

We are running Moodle 2.4 and in the previous version of Moodle, when a grade is given for an assignment, students will get an email notification.  It is no longer true.

Students do get email notification when they submit an assignment.  So we know email is working fine.

We have looked at the message output settings and there is no option for grades notification.

has this feature been removed?  if yes, can it be added back.  If no, where is the setting?

Thanks.