Obtive na lista internacional duas sugestões para resolver o problema e as deixo aqui para registro:
x<-c(1,2,3,4,5,6)
y<-c(20,30,15,7,25,40)
plot(x,y,type="b",ylim=c(0,45))
identify(x,y,labels=y)
dev2bitmap('test.png',width=20,height=20,units="cm",res=300)
x<-c(1,2,3,4,5,6)
y<-c(20,30,15,7,25,40)
plot(x,y,type="b",ylim=c(0,45))
marks <- identify(x,y,labels=y,pos=TRUE)
png(filename="test.png",width=20,height=20,units="cm",res=300)
plot(x,y,type="b",ylim=c(0,45))
xym <- cbind(x=x[marks$ind], y=y[marks$ind])
points(xym)
text(xym, labels=xym[,"y"], pos=marks$pos)
dev.off()