This paper presents an approach for robot leading in physical human-robot interaction during dance training and support with a mobile humanoid robot. In this highly coupled physical interaction, we convey the direction of motion by varying the center of mass (COM) elevation. This method increases the human partner's dependency on the robot for stability, allowing the robot to guide the interaction. To achieve a human-like leading, we based the robot control on an impedance behavior while following a desired trajectory. In experimental tests, the COM control improved the understanding of motion direction from 70% to 90%. Moreover, it reduced the interaction forces by 10N (on average) during the guidance. We conclude that the COM control enhances the synchronization of the moving human-robot couple, and encourages humanlike behavior of the humanoid robot. Consequently, the human partner can better understand the humanoid robot, especially when the robot takes the leading role.