It looked like the beam hit the engine of the jet that Beast was showing off earlier (as seen in the trailers, and shown below). 

[![image from X-Men: Apocalypse trailer][1]][1]

[MoviePilot][2]'s spoiler-filled review/plot synopsis says that the X-Jet is nuclear powered, and confirms it is what fuelled the explosion.


  [1]: https://i.sstatic.net/1MpjM.jpg
  [2]: http://moviepilot.com/posts/3928530