Of course you can do the same with chemical energy, but we have good intuition around things that will detonate.
With everyday substances, both a stick of butter and an SUV traveling at 100 mph contain about a kilowatt-hour of energy, but the latter would generally be more destructive if something goes wrong.
Alternatively, it's humbling how bad and inefficient we are at manipulating the physical materials in our environment, because we can't so much as replicate a stick of butter without making it noisy and dangerous.
A butter stick sized piece of C4 is similarly stable but contains more stored energy.
1 kg of TNT has roughly 4.6 MG.
1 kg of petroleum has roughly 45 MG, ten times as much.
The difference is that the trinitrotoluene combusts rather more rapidly than the oil. But if, say, you simply want thermal energy and have a mass budget, you'll go with the oil.
C4 has an energy density of about 5.1 MG/kg, slightly greater than TNT, but only 1/8th that of petroleum.
From a practical perspective, at least within Earth's atmosphere, that oxygen is "free". There's not need to carry it with you, though some combustion applications may require feeding it at high rates (turbochargers, compressors, gas turbines, and the like). Most automobiles functions strictly under natural aspiration, and even industrial combustion typically utilises relatively low-power bellows or air introduction.
Rockets, of course, carry their own oxidizer, so we can compare energy densities based on net yield.
The Saturn S-IC (first stage of the Saturn V stack) is powered by the combustion of RP-1 (a highly-refined grade of kerosene) and LOX, liquid oxygen.
The tank sizes were 730,000 L fuel, for which I'm assuming an average density of 0.9g/mL (0.81--1.02 given by Wikipedia), and 1,204,000 L oxidizer, at 1.41 g/mL.
That works out to 657 tonnes of RP-1, 1,374 tonnes of LOX, or a total of 1,511 tonnes.
The fuel alone is 43.5% of the total mass, which means total specific energy is reduced to 17.63 MJ/L, which is still about 3.5--4 times greater than TNT or C4, by comparison.
There's one further question as to whether or not the rocket is tuned to run rich, stoichometric (balanced fuel and oxidizer), or lean. Most LOX rockets burn somewhat rich, based on recollection and Wikipedia, so the LOX quantity is slightly short of what might support complete combustion, though not enough to affect the overall outcome here.
<https://en.wikipedia.org/wiki/S-IC>
<https://en.wikipedia.org/wiki/RP-1>
<https://en.wikipedia.org/wiki/Liquid_oxygen>
<https://en.wikipedia.org/wiki/Rocket_propellant#Mixture_rati...>
I noticed something similar when I'd go skiing. Loading up with eggs and butter for breakfast meant I'd never feel cold.
Talking of old-school, I am reminded of Robert Wood's The 2oz Backpacker from 1980-something that advised hikers to take a swig of cooking oil before going to bed, for calorie-burning warmth.
How's that?
This can be converted to 0.94 kWh: (calories)(joules per calorie)(watts = joules/second)(kw = 1000w)
Kinetic energy is 1/2(v*v^2)
The average SUV weighs about 2000 Kg. That yields about 0.55 KWh. Perhaps the parent used a larger SUV.