Could someone tell me whether my OS is communicating with the internet?

Could someone tell me whether my OS is communicating with the internet?

I edited iptables so that when the VPN service is disconnected, no program will access the internet.
Well, I did an experiment. I disconnected the VPN service manually and immediately did a ping by issuing the following command:
sudo ping www.yahoo.com
Below are the results:
username@computername:~$ sudo ping www.yahoo.com

[sudo] password for username:

PING ds-any-fp3-real.wa1.b.yahoo.com (206.190.36.45) 56(84) bytes of data.

ping: sendmsg: Operation not permitted

ping: sendmsg: Operation not permitted

ping: sendmsg: Operation not permitted

ping: sendmsg: Operation not permitted

ping: sendmsg: Operation not permitted

ping: sendmsg: Operation not permitted

ping: sendmsg: Operation not permitted

ping: sendmsg: Operation not permitted

^C

--- ds-any-fp3-real.wa1.b.yahoo.com ping statistics ---
8 packets transmitted, 0 received, 100% packet loss, time 7056ms
Was any data including geolocation information sent out from my computer and received by the destination party during the ping session?