Did Shakespeare Want His Audience To Have Sympathy With Shylock?

I would say, definitely. Especially when you bear in mind that anti-Semitism would have been the standard reaction from the audience at the time, you can see that Shakespeare goes to some lengths to make Shylock a real person and not  a 'stage villain.' His hatred of Christians, for example, is thoroughly explained by the way they treat him; and the famous 'Hath not a Jew eyes' speech remains perhaps the most perfect argument against all forms of prejudice that has ever been written. There are also smaller touches such as his lament for the ring that his late wife gave him, stolen and sold by his daughter.
There are some good points about Shylock here www.sparknotes.com