The thermite doesn't exactly make its own oxygen, it's already there in the iron oxide (Fe2O3), and simply get's "transferred" in the reaction:
Fe2O3 + 2Al --> 2Fe + Al2O3
Thermite has its own oxygen source so it can burn without an outer source of oxygen, including underwater and in the vacuum of space. However, I do doubt that thermite can burn in space, since space is quite cold. It would just depend in how far away from the Sun you are when you light the thermite.
water
Nope!
No it is not. You can own termite in the US.
Thermite welding is all about using thermite for welding steel or iron. Thermite is actually a mixture of iron oxide and powdered aluminum.
Copper thermite is a type of thermite where instead of the iron oxide, copper oxide is used instead. The reaction produces pure copper metal, but this thermite gets a little more splattery than the iron thermite.
There are two possibilities. Possibility 1: The thermite through burning is reaching a temperature high enough to give enough energy to break the Hydrogen- Oxygen bond, therefore producing two highly flammable gases which would then explode. Possibility 2: As the thermite is burning it melts the ice to water and then to water vapour, this will then aeresolise the thermite rapidly therefore giving the illusion of it exploding, but not actually doing so.
oxygen
the reason it exsplodes is the energy from the thermit causes the hygrogen to separate from the oxygen and since hydrogen is explosive boom!
Thermite is manufactured from pure metals and avoiding the use of carbon in the process of it. Thermite was originally discovered by a German chemist named Hans Goldschmidt.
Thermite is not specifically illegal to own in the UK, but it is regulated under the Explosives Act 1875. In practice, it can be difficult to obtain without a legitimate reason or license, as it is considered a high-powered incendiary material. It is important to follow all legal requirements and safety protocols when handling thermite.
Thermite reaction is used in industry for welding steel together in-place