Correction (sorry - bit distracted last night!). As far as I know Billie Holliday didn't record Young Woman's Blues (and it is more Bessie Smith's bag, though she was a big inspiration for Holliday).
I got confused between two of my favourite numbers, both mentioning yellow. The other one, written and sung by Billie Holliday, is called Brown and Mellow (bit of a clue there!); 'He wears high-draped pants, Stripes are really yellow'. Seems a more likely one, as she's usually classified as a jazz singer (Bessie Smith was more hardcore blues, though usually accompanied by Louis Armstrong). The singing's also more or continuous (the Bessie Smith number has a fairly lengthy instrumental intro).