The present invention relates to ammonium nitrate fuel oil mixtures, and includes compositions comprising (a) ammonium nitrate, (b) a fuel component, (c) a functionalized polymer component, and (d) an oil-soluble anionic surfactant, wherein the mixture of components (b), (c) and (d) form a gel that will not readily flow. The compositions of the present invention provide improve fuel retention and/or water resistance properties, particularly when the compositions use low quality porous prills of ammonium nitrate.