Ammonium nitrate is an oxidising agent, its quite hygroscopic, I actually happen to have a tesco marmalade jar full of AN by my computer, its in the form of little white prills, about 1mm in diameter, and when fused, reacts very vigourously with metals preheated to a dull red glow.
AN can be used in explosives, the typical and imfamous one is AN/fuel oil or ANFO, but this requires a powerful blasting cap to initiate, other more exotic compositions use hydrazine, or hydrazine and aluminium, these are roughly the same power as ANFO I believe, but slightly more easily initiated.
Sorry, I read nitrAte in your post at first, here is what little I know on the nitrite, its white crystals, that decompose on heating to give off nitrogen, its made by oxidising ammonia with ozone o H2O2.