The Worksheet_Change event is not global - it only applies to that particular worksheet. In your code you wire up the event handler to the xlSheet1.Change event, then close the workbook and release all the Excel objects.
EDIT: I popped your code behind a Form and adapted it slightly. I could get the event to fire and the formula in cell Y2 is set. I'm not 100% sure of your circumstances, but try this code and then compare with your own. Hope it helps.
public partial class Form1 : Form
{
private static Excel.Application xlApp;
private static Excel.Workbook xlWorkBook;
private static Excel.Worksheet xlWorkSheet;
private static Excel.Worksheet xlWorkSheet1;
private static Excel.DocEvents_ChangeEventHandler EventDel_CellsChange;
public Form1()
{
InitializeComponent();
}
private void button1_Click(object sender, EventArgs e)
{
xlApp = new Excel.Application();
xlApp.Visible = true;
object misValue = System.Reflection.Missing.Value;
xlWorkBook = xlApp.Workbooks.Add(misValue);
xlWorkSheet = (Excel.Worksheet)xlWorkBook.Worksheets.get_Item(1);
xlWorkSheet1 = (Excel.Worksheet)xlWorkBook.Worksheets.get_Item(2);
//---------------- data is dumped to the excel here----------------
((Microsoft.Office.Interop.Excel._Worksheet)xlWorkSheet).Activate();
xlApp.EnableEvents = true;
EventDel_CellsChange = new Excel.DocEvents_ChangeEventHandler(Worksheet_Change);
xlWorkSheet.Change += EventDel_CellsChange;
}
public static void Worksheet_Change(Excel.Range Target)
{
try
{
xlApp.EnableEvents = false;
Excel.Range range = xlWorkSheet.get_Range("Y2");
range.Formula = "=A2";
}
catch (Exception ex)
{
}
finally
{
xlApp.EnableEvents = true;
}
}
}