I'm not a professor of chemistry or anything, but on a computer screen, Orange equals about 2 parts red and 1 part green on the RGB scale.
Using the chart in the link below:
You can get green from Chlorine gas and Red/Brown from NO2. Chlorine is highly reactive so in reality, I don't think it would stay in an atmosphere, but for a simulation, . . . why not.
A mix of Redish Brown and Green lit by a bright sun would equal an Orange like color.
It's worth noting that the sky isn't colored gas but only a tiny refraction effect that's spreads the blue light around the sky. It's noticable cause the atmosphere is miles thick. A colored gas and you'd only need trace amounts of it with an atmosphere a few miles thick and it would have a filtering maybe clouding effect so you wouldn't see the stars very well at night.
I couldn't find any data on which gases refract Orange light more than other colors, but that would work too. A thicker atmosphere might also work where the blue light doesn't make it all the way through that much atmosphere (like what happens at sunset when the sky/atmosphere turn Orange/Red).
Another way to do it would be orange dust, orange clouds or maybe an Orange star (there are many Orange stars) and less refraction - but the science of exactly how coloring of an atmosphere works is kinda complicated. I'm not smart enough to give you a complete answer.