I have this same problem also.
Woocommerce appears to treat orders that reach the point of payment processing and are then not completed as ‘cancelled’ these are not picked up by your plugin. I currently have several orders that appear to have been added to cart and customer details entered and then abandoned before payment is complete status in Woocommerce is cancelled, however there is no actual cancelling of order, eg; if you log back in with the same account details the products are still sitting in cart.
