Based on my experiences, it could be one of two things:

1. Vacuum leak. Usually this presents itself as a rough or slightly off idle. But as soon as you rev it is fine.
2. Misfire. The car might be misfiring while you're driving at higher revs, but you can't feel it. Misfire is very present at idle...although it could be a light one. Usually with a misfire, you'll hear the car "PUT-PUT-PUT" when under load (like accelerating).

Since your car is a 95, it is OBD1, so the car is in essence a bit less sensitive (relative to OBD2) and may require more to get the CE light on.