Jekyll select current page url and change its class

I've been using Jekyll for a static site (so that its easy to maintain), and have been stuck at the following feature :

This is my link bar :

<ul id="links">
    <li class="first"><a class="active" href="/">Home</a></li>
    <li><a href="./associate.html">Associate With Us</a></li>
    <li><a href="./media.html">Media</a></li>
    <li><a href="./clients.html">Clients</a></li>
    <li class="last"><a  href="./contact.html">Contact Us</a></li>
</ul>       

The active class handles the coloring. What I want is this class be applied by jekyll depending on some variable set using liquid/YAML.

Is there some easy way to go about this?

Since the bar is common to all the pages, it is now in the default layout. I could go around by using Javascript to detect the url, and do the highlighting but was wondering if there was any way of doing this in Jekyll.