Why not just remember it?
Unless, it is part of your routine as a reveal. In which case, look into these:
http://www.penguinmagic.com/p/S5136
http://www.penguinmagic.com/p/S2527
The second one is a full thumb tip, the first is much smaller, and might be harder to use. They are also available in pencil lead.
I don't know if you can write on your hand with them, but you can for sure write on an index card, or a notebook, or something with them.