The difference between sympathy, pity, and empathy

As defined by the Oxford Advanced Learner's Dictionary.

I don't want sympathy or pity. I appreciate empathy.

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The difference between sympathy, pity, and empathy
from
http://www.oxfordlearnersdictionaries.com/

sympathy (noun)
BrE /ˈsɪmpəθi/ ; NAmE /ˈsɪmpəθi/
(pl. sympathies)

1. [uncountable, countable, usually plural] the feeling of being sorry for somebody; showing that you understand and care about somebody’s problems
: to express/feel sympathy for somebody
: I have no sympathy for Jan, it's all her own fault.
: I wish he'd show me a little more sympathy.
: Our heartfelt sympathy goes out to the victims of the war.
: (formal) May we offer our deepest sympathies on the death of your wife.

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pity (noun)
BrE /ˈpɪti/ ; NAmE /ˈpɪti/

1. [uncountable] pity (for somebody/something) a feeling of sympathy and sadness caused by the suffering and troubles of others
: I could only feel pity for what they were enduring.
: He had no pity for her.
: a look/feeling/surge of pity
: I took pity on her and lent her the money.
: (formal) I beg you to have pity on him.
: I don't want your pity.

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empathy (noun)
BrE /ˈempəθi/ ; NAmE /ˈempəθi/
[uncountable]

the ability to understand another person’s feelings, experience, etc.
: empathy (with somebody/something) the writer’s imaginative empathy with his subject
: empathy (for somebody/something) empathy for other people’s situations
: empathy (between A and B) The empathy between the two women was obvious
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