Non-invasive ambulatory estimation of blood oxygen saturation has emerged as an important clinical requirement to detect hypoxemia in the delayed post-infective phase of COVID-19, where dangerous hypoxia may occur in the absence of subjective breathlessness. This immediate clinical driver, combined with the general quest for more personalised health data, means that pulse oximetry measurement of capillary oxygen saturation (SpO2) will likely expand into both the clinical and consumer market of wearable health technology in the near future. In this study, we set out to establish the feasibility of SpO2 measurement from the ear canal as a convenient site for long term monitoring, and perform a comprehensive comparison with the right index finger - the conventional clinical measurement site. During resting SpO2 estimation, we found a root mean square difference of 1.47% between the two measurement sites, with a mean difference of 0.23% higher SpO2 in the right ear canal. Through the simultaneous recording of pulse oximetry from both the right ear canal and index finger during breath holds, we observe a substantial improvement in response time between the ear and finger that has a mean of 12.4 seconds and a range of 4.2 - 24.2 seconds across all subjects. Factors which influence this response time, termed SpO2 delay, such as the sex of a subject are also explored. Furthermore, we examine the potential downsides of ear canal blood oxygen saturation measurement, namely the lower photoplethysmogram amplitude, and suggest ways to mitigate this disadvantage. These results are presented in conjunction with previously discovered benefits such as robustness to temperature, making the case for measurement of SpO2 from the ear canal being both convenient and superior to conventional finger measurement sites for continuous non-intrusive long term monitoring in both clinical and everyday-life settings.