Any numbers on what is considered high/low?
Whatever number people chime in with, it is highly unlikely to be informative for your purposes. Asking a program director "what percentage of your residents matched into fellowships?" is like asking a medical school dean "what percentage of your medical students matched into their top 3?"
The denominator you
should be interested in is "of the residents who wanted to match to /Program Uppity Muck/ for GI, what % actually matched there? Of the residents who wanted to match to /Program Boondock U/ for cardiology, what % actually matched there?" and so forth.
As the previous commenter pointed out, some people don't want to do a fellowship. They should be removed from the denominator. Some people don't want to go to Program Uppity Muck, maybe they met someone who lives in Boondock, ND and they matched to fellowship there so that they could be close to their partner's family. And so forth.
Sure, if you see a lot of Hopkinses and MGHs in a fellowship match list, then you probably have a estimate for whether or not that particular residency program is competitive in the fellowship marketplace, but it's a very poor estimate at best.