You can set the id of the body of the page to some value that represents the current page. Then for each element in the menu you set a class specific to that menu item. And within your CSS you can set up a rule that will highlight the menu item specifically...
That probably didn't make much sense, so here's an example:
<body id="index">
<div id="menu">
<ul>
<li class="index" ><a href="index.html">Index page</a></li>
<li class="page1" ><a href="page1.html">Page 1</a></li>
</ul>
</div> <!-- menu -->
</body>
In the page1.html, you would set the id of the body to: id="page1"
.
Finally in your CSS you have something like the following:
#index #menu .index, #page1 #menu .page1 {
font-weight: bold;
}
You would need to alter the ID for each page, but the CSS remains the same, which is important as the CSS is often cached and can require a forced refresh to update.
It's not dynamic, but it's one method that's simple to do, and you can just include
the menu html from a template file using PHP or similar.