First I will list some generic characteristics of explosives. Then I'll discuss the differences between the basic classes into which these materials are categorized. Finally, I might discuss some materials that fall into each category.
Explosive material is something that is chemically or energetically unstable. This means, under the appropriate conditions, these materials can produce heat and pressure changes. They are usually accompanied by a flash or loud noise. Explosives generally either undergo deflagration (decomposition due to rapid burning) or detonation (decomposition propagated by a concussive shockwave). Generally, they have less potential energy than petroleum fuels, but the pressure is created by the rapid energy release. Since the force released by explosives moves perpendicular to the explosion itself, shaped charges can be made to direct the blast.
The overall properties of any given explosive determine the class into which it is categorized. There are two main categories, high explosives and low explosives. Low explosives are materials such as black powder, smokeless powder, and flash powder. For the most part, these materials are use as propellants. Under normal circumstances, they deflagrate rather than detonate. However, if set off in a confined space, the effect produced can be similar to a detonation.
High explosives are materials such as nitroglycerin, TNT, and RDX. They are used in mining, demolition, and military warheads. This class of material will always detonate rather than deflagrate. This class of explosives can be further subdivided into primary and secondary explosives. Primary explosives can be detonated by shock, heat, or friction. Secondary explosives are generally resistant to such forces and are used to add power to blasting caps (devices used to detonate more powerful explosives.)

Black powder, or gun powder, is composed of a nitrate, charcoal, and sulfur. Each ingredient provides vital element to the mixture. The nitrate provides oxygen, the charcoal fuel, and the sulfur fuel and a lower ignition temperature. A typical use of black powder is firearm ammunition and pyrotechnics (fireworks).
Perhaps the most well-known explosive is nitroglycerin. It was first produced by Ascanio Sobrero in 1846. Nitroglycerin is a clear, slightly oily, highly unstable liquid. Of the more interesting uses for this material is as a medical vasodilator. In other words, it widens the blood vessels to reduce blood pressure. When taken, it can decrease blood pressure and increase heart rate. More commonly, however, it is absorbed into wood or a powedered material. This acts to stabilize the nitroglycerin. The product is then called Dynamite. In such a form it can be used for mining or demolition.
One last comment. Explosives are not something to be taken lightly, even the ones in the low explosive category. All of them should be handled with caution and properly contained.
~Interminable Immediacy
(sources:
Wikipedia Article
Fire and Safety)
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