A person hu likes lots of different types of rock music and wears lots of different styles of clothes and therefore is not a goth, skater, emo, punk or any other stereotype. They kind of swing between styles (like a monkey). Hence the name.
Adam: 'Jess was listenin to evanescence this mornin.'
Adam: 'but yesterday she was listenin to Nirvana and the day before she was listenin to Bullet but she has a fallout boy bag. Is she confused or just wierd?'.
Jake: 'Ye dude shes a rock monkey.'