In a solution that decreases in acidity, methyl orange moves from the color red to orange and finally to yellow with the opposite occurring for a solution increasing in acidity. This color change from yellow to red occurs because the protons in the acidic solution react with the N=N bond of the molecule, protonating one of them and changing the visible light absorption of the molecule to reflect more red light than orange/yellow.  
In an acid, it is reddish and in alkali, it is yellow. Methyl orange has a pK of 3.47 in water at .