Step 1: Understand what indicators do.
An acid base indicator is a substance that shows a particular colour depending on whether the solution is acidic or basic. Some are coloured in acid, some only in base.
Step 2: Check methyl orange.
Methyl orange shows a clear red colour in acidic solution. So it does show colour in acid, which rules it out.
Step 3: Check methylene blue.
Methylene blue is itself a deep blue dye and stays blue in solution. So it is coloured in acid too, ruling it out.
Step 4: Check blue litmus.
In acid, blue litmus turns red, which is a visible colour. So it also shows colour in acid and is ruled out.
Step 5: Check phenolphthalein.
Phenolphthalein is colourless in acidic solution and turns pink only in basic solution. So in acid it shows no colour at all.
Step 6: Pick the answer.
The indicator that shows no colour in acid is phenolphthalein. Therefore \[ \boxed{\text{Phenolphthalein}} \]