Oklahoma City explosive was an ANFO (Ammonium nitrate, Fuel Oil) mix of AN, nitromethane and diesel fuel. Technically, AN is not an explosive but is considered an oxidizer. Unless AN is contained or confined (like a cargo hold) it will burn, an not explode.
Here is the DOT warning sign for AN:
http://www.safetysupplywarehouse.com/DOT_PLACARD_1942_AMMONIUM_NITRATE_p/dot-1942.htm
Note the flame with the big O. That is the indication of an oxidizer.