Hi I Have A Problem With A Bump On My

Hi I have a problem with a bump on my scalp. It's been here for about 1- 1 1/2 months now, and right now it is bothering me a lot. It's a medium sized bump, and it's hard and very sensitive to touch. Sometimes I squeeze it and either milky liquid comes out, or more orangish liquid comes out. Sometimes if I squeeze it, a couple days later a thin scab will form over, and it's pretty easy to peel off. After squeezing it, it seems to go down, but the next day it's filled up again. Yesterday I squeezed mine and the milky liquid came out in both whitish and orangish, and today it hurts so bad and it's very very sensitive to touch. I placed a hot rag on it to open up the pore to squeeze it, but nothing came out and it hurt so much more. What is this bump on my scalp?!