Petra will be the coolest as it is the furthest north ...we went the beginning of Feb and it was quite warm (in the seventies) during the day but got chilly as the evening arrived...we didn't get back to the ship till after dark so needed a jacket then. It does vary tho' as it is still there winter but both times we've been it was hot. Safaga will almost definitely be very warm and if you go on the trip to Luxor it will be hot as it is inland. best advice is to wear layers so you can strip them off if necessary...and also plenty of bottled water. Hope you enjoy as much as we did.
Petra can be bitterly cold - as my wife discovered to our cost. Most of your journey down the gorge is in the shade and even if the sun is out the air can be close to freezing. So take layers and adjust them accordingly. Luxor will almost certainly be hot, but the temperature drops sharply after dark.