Little Snitch

“Little Snitch informs you whenever a program attempts to establish an outgoing Internet connection. You can allow or deny these connections, or define rules to handle future attempts automatically. Little Snitch reliably prevents your private data from being sent out to the Internet without your knowledge.”

This is the network monitor:

and here you can see the rules config editor:

Homepage: https://www.obdev.at/products/littlesnitch/index.html