One of the answer's may be sand stone. Looks like a rock, feels like a rock, tastes like a rock (just kidding on the tasting)...explode when heated. This is caused by the air pockets that are within the stone that you do not see. As most of us learned in science class what happens to air when heated? It expands, the air that is in most stones is infinitive, harmless, not enough to make a stone explode, still not a good choice to do so. But sand stone is a tad different, as sand contains minuscule amounts of air in them, and that the sand particles don't just mesh together perfectly leave air pockets within and through the stone. Not always a good way to tell, but one that may help is if you pick a stone up that looks like it should be heavier than it is, could contain a pocket of air, less mass, more air= lighter stone.
But then again I could be completely wrong. I just remember my father telling me this after I threw a rock into a camp fire when I was young and it exploded... I was 14 , and that was 25 years ago!