Forecasting of future crude oil price in one of the most challenging problem in forecasting technique due to its haphazardness, non-linearity and complexity, many models are available to predict these non-linear and complexity. Recently, many researchers developed models based on Artificial Neural Network (ANN), Support Vector Machine (SVM), Fuzzy Logic (FL) and Moving Average (MA). In this paper, we developed a crude oil price forecasting model based on Hidden Markov Model due to its proven fittingness for modeling vigorous systems and pattern classification. We apply the HMM methodology to forecast the crude oil price from 1996 to 2015 using available past datasets from West Texas Intermediate. We used Matlab software in training and validating the data. The results obtained using Hidden Markov Model is inspiring because of the little error given. Lastly, we recommend development of fusion models by employing Hidden Markov Model with other lenient computing models.