At the moment Snyk does not support npm-shrinkwrap. All, however, is not lost. You can use the Snyk CLI and run
snyk test on your project, which looks at your installed dependencies.
We would love to hear from you. Are you planning to migrate to npm5 and going to use package-lock.json instead?
We're currently trying to prioritise whether to support shrinkwrap or the npm5 package-lock.json so get in touch and let us know your thoughts!