Why do triple bonds have a low NMR value?
Chemical shifts arise due to differences in the local magnetic field in the different environments of a molecule. There are a number of contributing factors including the local diamagnetic contribution which is driven by the shielding effect of local electrons. Where there is functionality which generates electron circulation, a localised anisotropic magnetic field is created, and these can cause both downfield and upfield shifts, based on the position of the proton (nucleus) with respect to the functional group. These interactions, unsurprisingly, are called magnetic anisotropic effects. 

The best example of this is the ring current effect arising from aromatic rings, with protons on the outside of an aromatic ring experiencing large downfield shifts, while protons either above the ring, or on the inside of the ring experiencing upfield shifts.

With double and triple bonds, the shielding cones are different in shape, and traditionally are drawn as shown below (you might find some better diagrams with a web search). Areas marked (+) increase the shielding (leading to decreased chemical shift) and areas marked (-) decrease the shielding (increasing chemical shift).



However, it is important to recognise that chemical shifts are not only influenced predominantly by electronics; sterics have a very significant contribution to chemical shifts also, often more so than electronics. A very good (recent) paper (Baranac-Stojanovic, M RSC Adv., 2014,4, 308-321) discusses traditional magnetic anisotropy models, and presents some very good examples that highlight the effects of steric influence on chemical shifts.