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By Olzhas Auyezov and Jack Stubbs KIEV (Reuters) - Ukrainian opposition leaders urged supporters at a rally on Sunday to stay on Kiev's main square through New Year and Christmas, as street protests appeared to be losing momentum. About 100,000 people gathered at Kiev's Independence Square to demonstrate for the fifth weekend in a row against President Viktor Yanukovich's decision to shelve a trade deal the European Union and pursue closer ties with Russia. Although it was a relatively strong showing - enough to fill the square and adjacent streets - the number was the lowest this month, and around half the previous weekend's turnout which was estimated at up to 200,000 people. "We will not leave," Vitaly Klitschko, a heavyweight boxing champion who leads the liberal UDAR (Punch) party, told the rally. "We will celebrate the New Year here and we will celebrate Christmas here." In the Ukrainian Orthodox Church's calendar, Christmas falls on January 7. Seeking to consolidate the protest movement, he and leaders of other major opposition parties said they were establishing a nationwide political movement called Maidan, a reference to the Ukrainian name of the protest site, Maidan Nezalezhnosti. "We will make life hell for this government," said far-right nationalist leader Oleh Tyahnybok. Street protests erupted after Yanukovich's decision on November 21 to walk away from an agreement on free trade and political association with the EU, after years of careful preparation, and turn to Ukraine's former Soviet overlord Russia. The U-turn, while backed by many in Russian-speaking eastern Ukraine which is Yanukovich's power base, angered others in western and central areas, where people see the country's future in Europe. EUPHORIA WEARING THIN The rallies grew larger after police violently dispersed the initial protests. Demonstrators have since erected barricades around the downtown area, including the city government building which they have occupied. However, despite securing support from Western powers and many of Kiev's inhabitants - who are donating money, food and other supplies - the protests have failed to deter Yanukovich. Last week, he secured a $15 billion bailout from Russia along with a hefty price cut for natural gas, which Ukraine imports from its neighbor to heat homes and fuel industry. The initial euphoria - prompted by huge rallies and protesters' ability to repel riot police - is wearing thin, and keeping people on the streets will become harder, especially with holidays approaching and the weather likely to get colder. Establishing a political bloc could help opposition parties preserve informal networks created during rallies as they prepare for the presidential election in early 2015. The new bloc, however, lacks a clear leader, being co-chaired by Klitschko, Tyahnybok, Arseny Yatsenyuk, head of Batkivshchyna (Fatherland) party, and Yulia Tymoshenko, a jailed former prime minister and Batkivshchyna's first leader. The lack of tangible achievements is wearing down protesters, said Mykhailo Pohrebinsky of the Kiev Center of Political Research. But it could also push some towards more radical action and spark violence. "The situation is very dangerous," he said. Some protesters were growing impatient for signs of a clear strategy. "People are standing here but I don't see any concrete plan, something has to change," said one of the protesters, 33-year-old unemployed Sergei Dutko. (Editing by Mike Collett-White)