From this site, which seems to have the most detailed information about Catmull-Rom splines, it seems that four points are needed to create the spline. However, it does not mention how the points p0 and p3 affect the values between p1 and p2.
Another question I have is how would you create continuous splines? Would it be as easy as defining the points p1, p2 to be continuous with p4, p5 by making p4 = p2 (that is, assuming we have p0, p1, p2, p3, p4, p5, p6, ..., pN).
A more general question is how would one calculate tangents on Catmull-Rom splines? Would it have to involve taking two points on the spline (say at 0.01, 0.011) and getting the tangent based on Pythagoras, given the position coordinates those input values give?