According to this graph posted in /r/dataisbeautiful the number of orders issued by Roosevelt is way higher than any other president to ever be in office. Why?
First, Roosevelt was in office for 12 years, so the orange bars (number per year) is a more useful measure. And before FDR, executive orders weren't always tracked that carefully.
Second, a lot of the government regulatory agencies that we now take for granted were invented as part of the New Deal. A number of FDR's orders were to set industry output and market shares in the desperate hope that central economic planning could help the nation recover from the Depression.
Third, the exigencies of fighting a world war led to various military and home-front decrees. It's also useful to remember that Roosevelt spent five years before Pearl Harbor maneuvering the US into position to fight the war he could see was inevitable, preparations that isolationists resisted. A lot of those defense preparations and pre-1941 behind-the-scenes aid to Great Britain necessitated executive orders.
This opinion piece includes some useful historic background.