This is a not-so-easy-to-photograph well in the Al-Mahajar tomb area.
According to Lonely Planet: The Nabataeans were masters of hydrology and manipulated rain run-off and underground aquifers to thrive in this desert landscape. This great well was one of more than 60 wells currently known in the city. The wall supports added in the 20th century were built from railway sleepers pilfered from the Hejaz Railway.
The picture below is of a water channel carved into the rock in another area. I remember seeing this kind of water transport system in Petra as well.