Chromatic Scale in Octaves:

--------------------------------------0--1--2--3--4--5--6--7--8--9--10--11--12-
-----------------------0--1--2--3--4-------------------------------------------
-----------0--1--2--3--------------------------0--1--2--3--4--5--6--7---8---9--
--2--3--4-----------------------0--1--2--3--4----------------------------------
-----------------0--1--2--3--4-------------------------------------------------
--0--1--2--3--4----------------------------------------------------------------

The notes of a chromatic scale progress in half steps.
E chromatic scale = E,F,F#,G,G#,A,A#,B,C,C#,D,D#,E

This is an excellent exercise for left hand finger independence.
You can either use pick and fingers, or thumb and fingers of your 
choice to pluck the strings. Assign each one of your left
hand fingers to a fret (1st finger-1st fret, 2nd finger-2nd fret, etc.)
and use only that finger in that fret throughout the exercise.
 
Once you feel comfortable playing it ascending, try playing it 
descending too.