And you are correct that the yolks are more orange than yellow - indicative of high nutrition content.
http://chemistry.about.com/od/foodcookingchemistry/fl/How-To-Change-Egg-Yolk-Color.htm
Foods That Naturally Influence Egg Yolk Color
Yolk Color Ingredient
nearly colorless white cornmeal
pale yolks wheat, barley
medium yellow yolks yellow cornmeal, alfalfa meal
deep yellow yolks marigold petals, kale, greens
orange to red yolks carrots, tomatoes, red peppers
Well we could spend the rest of the night trading links back and forth supporting our points of view relative to the nutritional value of free range vs store bought eggs - or orange vs yellow yolks. But the information is out there for all with a simple Google search and everybody can view the links and come to their own conclusions.