Shuffling Cards When You Are of Very Little Brain: Low Memory Generation of Permutations

How can we generate a permutation of the numbers $1$ through $n$ so that it is hard to guess the next element given the history so far? The twist is that the generator of the permutation (the ``Dealer") has limited memory, while the ``Guesser" has unlimited memory. With unbounded memory (actually $n$ bits suffice), the Dealer can generate a truly random permutation where~$\ln n$ is the expected number of correct guesses.