Where do you get blasting powder?

Blasting powder is the last crafting component I need, but I can't get any of it. I read that you make it from coal and I have plenty of coal, but I don't know how to make it. How do you get blast powder to use as a crafting component?

I had This problem to now i feel very dumb knowing the answer go to your inventory depending if your on PS4 or XB1 (don't know PC) use RB/LB or R2/L2 and scroll over to crafting its right by your melee and ranged weapon schematics. ( you can do this in game/mission or in the menu.