* No immediate Israeli military response to rocket strike
* Attack from Gaza follows West Bank unrest
* Hamas says investigating incident
A rocket fired from Gaza exploded in Israel on Tuesday, the first such attack since a November truce and an apparent show of solidarity with West Bank protests after the death of a Palestinian in an Israeli jail.
Al-Aqsa Martyrs Brigades, a militant group in Palestinian President Mahmoud Abbas's West Bank-based Fatah movement, claimed responsibility for the rocket strike, the Palestinian Ma'an news agency said. No casualties were reported.
Hamas, the Islamist group that controls the Gaza Strip, said it was investigating. There was no military response from Israel, hours after the rocket slammed into a road near its southern city of Ashkelon.
The rocket was the first to hit Israel since a Nov. 21 truce brokered by Egypt that ended eight days of cross-border air strikes and missile attacks in which 175 Palestinians and six Israelis were killed.
Tuesday's strike came after a surge of unrest in the occupied West Bank, that has raised fears in Israel of a new Palestinian Intifada (uprising).
On Monday, thousands of Palestinians in the West Bank turned out for the funeral of Arafat Jaradat, 30, who died in disputed circumstances in an Israeli prison on Saturday.
Israeli police shot and wounded five Palestinian youths during confrontations in Bethlehem and outside a West Bank prison later the same day, leaving a 15-year-old boy in critical condition, Israeli and Palestinian medical sources said.
An Israeli military spokeswoman, commenting on the incident, said troops had opened fire at Palestinians who threw homemade hand grenades at a Jewish holy site called Rachel's Tomb, in the Bethlehem area.
Before the rocket attack from Gaza, media reports said Israeli officials had hoped the Palestinian protests were winding down a week after they were launched in sympathy with four prisoners on intermittent hunger strikes.
The U.S. State Department said American diplomats have contacted Israeli and Palestinian leaders to appeal for calm.
The United Nations coordinator for the Middle East peace process, Robert Serry, called for an investigation of Jaradat's death. Jaradat had been arrested a week ago for throwing stones at Israeli cars in the West Bank.
Palestinian officials said he had died after being tortured in prison. But Israel said an autopsy carried out in the presence of a Palestinian coroner was inconclusive.
Palestinian frustration has also been fuelled by Israel's expansion of Jewish settlements in territory captured in a 1967 war and deadlocked diplomacy for a peace agreement since 2010.