Believe you need to use onCPayAfterPaymentStatusUpdateEvent. In the case of cancellation [var4] for that trigger should be RegistrationCancelled. The variables for that trigger are as follows.
Code:
$_PLUGINS->trigger( 'onCPayAfterPaymentStatusUpdateEvent', array( &$user, &$paymentBasket, &$subscriptions, $unifiedStatus, $previousUnifiedStatus, $eventType, &$notification ) );