Recently, deep reinforcement learning (DRL) based intelligent control of Heating, Ventilation, and Air Conditioning (HVAC) has gained a lot of attention due to DRL's ability to optimally control HVAC for minimizing operational cost while maintaining resident's comfort. The success of such DRL-based techniques largely depends on the articulation of the problem in terms of states, actions, and reward function. Inclusion of the electricity pricing information in the problem formulation can play an important role in saving the cost of HVAC operation. However, less attention has been given in the literature on formulating well-crafted state features based on electricity pricing. In this work, we propose an approach for training the DRL model with a specific focus on feature engineering based on electricity pricing. During training, we generate random but sufficiently realistic electricity price signals so that the pre-trained DRL model is robust and adaptive to the dynamic and variable electricity prices. The validation results are encouraging and show the potential of t12%-15% savings in the one day cost of HVAC operation, proving the usefulness of including electricity pricing related features as state features.