Yawning is thought to be due to lack of oxygen / too much carbon dioxide in the body, and can often happen in a closed up room. If there is more than one person in the room there is a chance that they all might yawn hence bringing about the suspicion that the yawn is contagious. Tiredness can also bring on a yawn because you don't breathe as deeply and take in as much oxygen / breathe out as much carbon dioxide so you yawn to make up the difference. Again if it is late other people with you may also be tired and yawn for the same reason.