Many protocol implementations are reactive systems, where the protocol process is in continuous interaction with other processes and the environment. If a bug can be exposed only in a certain state, a fuzzer needs to provide a specific sequence of events as inputs that would take protocol into this state before the bug is manifested. We call these bugs as "stateful" bugs. Usually, when we are testing a protocol implementation, we do not have a detailed formal specification of the protocol to rely upon. Without knowledge of the protocol, it is inherently difficult for a fuzzer to discover such stateful bugs. A key challenge then is to cover the state space without an explicit specification of the protocol. In this work, we posit that manual annotations for state identification can be avoided for stateful protocol fuzzing. Specifically, we rely on a programmatic intuition that the state variables used in protocol implementations often appear in enum type variables whose values (the state names) come from named constants. In our analysis of the Top-50 most widely used open-source protocol implementations, we found that every implementation uses state variables that are assigned named constants (with easy to comprehend names such as INIT, READY) to represent the current state. In this work, we propose to automatically identify such state variables and track the sequence of values assigned to them during fuzzing to produce a "map" of the explored state space. Our experiments confirm that our stateful fuzzer discovers stateful bugs twice as fast as the baseline greybox fuzzer that we extended. Starting from the initial state, our fuzzer exercises one order of magnitude more state/transition sequences and covers code two times faster than the baseline fuzzer. Several zero-day bugs in prominent protocol implementations were found by our fuzzer, and 8 CVEs have been assigned.