This can be the case with any type of cannon shot. I notice especially on the Skeleton ships. Depending on where your shots land, you may not see any damage points appear and/or the health of the enemy ship dropping. Aim for the hull and make your shots count. If you don't see the ships taking damage, move the position of your cannon.
Fury is a bit harder to fire as it is so bright on the screen. It's also harder to tell where it lands opposed to other types of cannon balls (my opinion).
